DFSU vs. USPX

Last updated Aug 2, 2026

DFSU (Dimensional US Sustainability Core 1 ETF) and USPX (Franklin U.S. Equity Index ETF) are both Large Cap Blend Equities funds. DFSU is actively managed, while USPX is passively managed. Over the past 3 years, DFSU returned 17.72%/yr vs 19.24%/yr for USPX. Their 0.95 correlation means they have historically moved very closely together. DFSU charges 0.18%/yr vs 0.03%/yr for USPX.

Performance

DFSU vs. USPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Sustainability Core 1 ETF (DFSU) and Franklin U.S. Equity Index ETF (USPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFSU achieves a 9.05% return, which is significantly lower than USPX's 9.67% return.

DFSU

• 1D: 0.67%
• 1M: 0.46%
• 6M: 7.52%
• YTD: 9.05%
• 1Y: 20.83%
• 3Y*: 17.72%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.95%

USPX

• 1D: 0.59%
• 1M: 0.02%
• 6M: 8.24%
• YTD: 9.67%
• 1Y: 20.68%
• 3Y*: 19.24%
• 5Y*: 11.75%
• 10Y*: 12.14%
• ALL TIME*: 12.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFSU Dimensional US Sustainability Core 1 ETF	$4.41M	$4.49M	$4.28M
USPX Franklin U.S. Equity Index ETF	$3.15M	$2.94M	$3.73M

DFSU vs. USPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFSU Dimensional US Sustainability Core 1 ETF	9.05%	15.65%	22.96%	26.27%	0.90%
USPX Franklin U.S. Equity Index ETF	9.67%	17.78%	24.97%	27.07%	-0.45%

Correlation

The correlation between DFSU and USPX is 0.93, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.93
Correlation (3Y) Balances recent behavior with more history.	0.95
Correlation (All Time) Calculated using the full available price history since Nov 2, 2022	0.95

The correlation between DFSU and USPX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

DFSU vs. USPX - Sectors Allocation Comparison

Sectors	DFSU	USPX
Technology	29.7%	37.4%
Financial Services	16.5%	12.5%
Industrials	12.3%	7.9%
Consumer Cyclical	11.3%	8.8%
Healthcare	11.2%	9.4%
Communication Services	9.9%	9.6%
Consumer Defensive	4.2%	4.7%
Basic Materials	2.2%	1.7%
Energy	1.7%	3.4%
Utilities	1.0%	2.6%
Real Estate	0.2%	1.8%

Return for Risk

DFSU vs. USPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DFSU

DFSU Risk / Return Rank: 57
DFSU Sharpe Ratio Rank: 58
DFSU Sortino Ratio Rank: 57
DFSU Omega Ratio Rank: 55
DFSU Calmar Ratio Rank: 51
DFSU Martin Ratio Rank: 65

USPX

USPX Risk / Return Rank: 61
USPX Sharpe Ratio Rank: 61
USPX Sortino Ratio Rank: 59
USPX Omega Ratio Rank: 59
USPX Calmar Ratio Rank: 58
USPX Martin Ratio Rank: 70

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DFSU vs. USPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Sustainability Core 1 ETF (DFSU) and Franklin U.S. Equity Index ETF (USPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DFSU	USPX	Difference
Sharpe ratio: Return per unit of total volatility	1.38	1.44	-0.05
Sortino ratio: Return per unit of downside risk	1.96	2.01	-0.05
Omega ratio: Gain probability vs. loss probability	1.25	1.26	-0.01
Calmar ratio: Return relative to maximum drawdown	1.83	2.04	-0.21
Martin ratio: Return relative to average drawdown	7.85	8.56	-0.71

DFSU vs. USPX - Sharpe Ratio Comparison

The current DFSU Sharpe Ratio is 1.38, which is comparable to the USPX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of DFSU and USPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DFSU vs. USPX - Drawdown Comparison

The maximum DFSU drawdown since its inception was -19.88%, smaller than the maximum USPX drawdown of -31.21%. Use the drawdown chart below to compare losses from any high point for DFSU and USPX.

Drawdown Indicators

	DFSU	USPX	Difference
Max Drawdown Largest peak-to-trough decline	-19.88%	-31.21%	+11.33%
Max Drawdown (1Y) Largest decline over 1 year	-10.12%	-9.15%	-0.97%
Max Drawdown (3Y) Largest decline over 3 years	-19.88%	-19.21%	-0.67%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.60%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.21%	—
Current Drawdown Current decline from peak	-0.90%	-1.63%	+0.73%
Average Drawdown Average peak-to-trough decline	-2.59%	-4.40%	+1.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.36%	2.18%	+0.18%

Volatility

DFSU vs. USPX - Volatility Comparison

Dimensional US Sustainability Core 1 ETF (DFSU) and Franklin U.S. Equity Index ETF (USPX) have volatilities of 3.28% and 3.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFSU	USPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.28%	3.39%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	10.25%	10.23%	+0.02%
Volatility (1Y) Calculated over the trailing 1-year period	13.45%	13.02%	+0.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.12%	16.30%	-0.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.12%	15.97%	+0.15%

DFSU vs. USPX - Expense Ratio Comparison

DFSU has a 0.18% expense ratio, which is higher than USPX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DFSU vs. USPX - Dividend Comparison

DFSU's dividend yield for the trailing twelve months is around 0.83%, less than USPX's 1.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DFSU Dimensional US Sustainability Core 1 ETF	0.83%	0.85%	0.96%	1.03%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
USPX Franklin U.S. Equity Index ETF	1.09%	1.07%	1.23%	1.35%	2.21%	2.40%	2.51%	3.07%	2.91%	2.60%	4.89%

Frequently Asked Questions

Can I hold both DFSU and USPX in my portfolio?

With a correlation of 0.93, DFSU and USPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DFSU or USPX?

USPX has higher volatility (3.39%) compared to DFSU (3.28%). In terms of maximum drawdown, DFSU dropped -19.88% vs USPX's -31.21%.

Which ETF is better, DFSU or USPX?

On 3-year performance, USPX leads with 19.24% vs 17.72% for DFSU. On fees, USPX is cheaper at 0.03% per year. On volatility, DFSU has been the lower-risk option at 3.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFSU or USPX?

Over the 3-year period, USPX has performed better with a 19.24% return vs 17.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFSU or USPX?

USPX is cheaper with a 0.03% expense ratio, compared with 0.18% for DFSU.

Which ETF pays a higher dividend yield, DFSU or USPX?

USPX has the higher dividend yield at 1.09%, compared with 0.83% for DFSU.

What is the main difference between DFSU and USPX?

They also come from different issuers: Dimensional and Franklin Templeton. Their fees differ too: 0.18% for DFSU and 0.03% for USPX.

Which has better risk-adjusted returns?

USPX currently has the higher Sharpe Ratio (1.44 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.